+2,095.2%
V vs FERG
+1,545.2%
+550.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.8% | +7.2% | -6.4% | 0.0% |
| 30D | +9.9% | +17.9% | -8.0% | +7.9% |
| 3M | +17.5% | -1.3% | +18.8% | +17.5% |
| 6M | +33.5% | +8.3% | +25.1% | +31.9% |
| YTD | +21.6% | +18.3% | +3.2% | +18.8% |
| 1Y | +27.6% | +4.7% | +22.9% | +26.3% |
| 3Y | +76.4% | +70.3% | +6.1% | +64.2% |
| 5Y | +103.8% | +84.6% | +19.2% | +85.9% |
| 10Y | +455.5% | +430.3% | +25.2% | +379.9% |
| All | +2,095.2% | +1,545.2% | +550.1% | +1,691.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling